Error estimation in preconditioned conjugate gradients

• Published in: BIT (Nordisk Tidskrift for Informationsbehandling) Vol. 45; no. 4; pp. 789 - 817
• Main Authors: STRAKO, Zdenek, TICHY, Petr
• Format: Journal Article
• Language: English
• Published: Dordrecht Springer 01.12.2005
• Subjects: Algebra; Algebraic geometry; Error analysis; Exact sciences and technology; Mathematics; Numerical analysis; Numerical analysis. Scientific computation; Numerical linear algebra; Sciences and techniques of general use; Conjugate gradient method; OR algorithm; Estimation error; Error analysis; error bounds; Convergence acceleration; evaluation of convergence; Rounding error; 15A06; Iterative method; Finite precision arithmetic; Convergence; 65G50. preconditioned conjugate gradient method; stopping criteria; Stopping rule; Numerical analysis; 65F10; 65F25; Preconditioning; Numerical stability; rounding errors
• ISSN: 0006-3835; 1572-9125
• DOI: 10.1007/s10543-005-0032-1